CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 16-Feb-2024

Day Change Summary
	Previous	Current
	15-Feb-2024	16-Feb-2024	Change	Change %	Previous Week
Open	0.7388	0.7430	0.0042	0.6%	0.7430
High	0.7431	0.7432	0.0001	0.0%	0.7450
Low	0.7383	0.7406	0.0023	0.3%	0.7363
Close	0.7427	0.7415	-0.0012	-0.2%	0.7415
Range	0.0049	0.0027	-0.0022	-45.4%	0.0087
ATR	0.0041	0.0040	-0.0001	-2.5%	0.0000
Volume	82,753	63,690	-19,063	-23.0%	364,489

Daily Pivots for day following 16-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7497	0.7483	0.7430
R3	0.7471	0.7456	0.7422
R2	0.7444	0.7444	0.7420
R1	0.7430	0.7430	0.7417	0.7424
PP	0.7418	0.7418	0.7418	0.7415
S1	0.7403	0.7403	0.7413	0.7397
S2	0.7391	0.7391	0.7410
S3	0.7365	0.7377	0.7408
S4	0.7338	0.7350	0.7400

Weekly Pivots for week ending 16-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7669	0.7628	0.7463
R3	0.7582	0.7542	0.7439
R2	0.7496	0.7496	0.7431
R1	0.7455	0.7455	0.7423	0.7432
PP	0.7409	0.7409	0.7409	0.7398
S1	0.7369	0.7369	0.7407	0.7346
S2	0.7323	0.7323	0.7399
S3	0.7236	0.7282	0.7391
S4	0.7150	0.7196	0.7367

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7450	0.7363	0.0087	1.2%	0.0042	0.6%	60%	False	False	72,897
10	0.7459	0.7363	0.0096	1.3%	0.0037	0.5%	54%	False	False	67,692
20	0.7491	0.7363	0.0128	1.7%	0.0039	0.5%	41%	False	False	71,972
40	0.7599	0.7363	0.0236	3.2%	0.0040	0.5%	22%	False	False	73,936
60	0.7599	0.7279	0.0321	4.3%	0.0039	0.5%	43%	False	False	58,575
80	0.7599	0.7212	0.0388	5.2%	0.0039	0.5%	53%	False	False	44,022
100	0.7599	0.7212	0.0388	5.2%	0.0039	0.5%	53%	False	False	35,271
120	0.7599	0.7212	0.0388	5.2%	0.0036	0.5%	53%	False	False	29,419

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7545
2.618	0.7501
1.618	0.7475
1.000	0.7459
0.618	0.7448
HIGH	0.7432
0.618	0.7422
0.500	0.7419
0.382	0.7416
LOW	0.7406
0.618	0.7389
1.000	0.7379
1.618	0.7363
2.618	0.7336
4.250	0.7293

Fisher Pivots for day following 16-Feb-2024
Pivot	1 day	3 day
R1	0.7419	0.7411
PP	0.7418	0.7406
S1	0.7416	0.7402

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These figures are updated between 7pm and 10pm EST after a trading day.

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